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~person:"Bouri, Elie"
~subject:"Announcement effect"
~subject:"Volatility"
~type_genre:"Article in journal"
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Announcement effect
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Capital income
46
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46
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29
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17
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17
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Bouri, Elie
Gupta, Rangan
61
Ma, Feng
27
Bollerslev, Tim
24
Chiang, Thomas C.
20
Kumar, Dilip
20
Wang, Yudong
20
McMillan, David G.
18
Wohar, Mark E.
18
Todorov, Viktor
17
Demirer, Rıza
16
McAleer, Michael
16
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16
Caporale, Guglielmo Maria
15
Pierdzioch, Christian
15
Andersen, Torben
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Balcilar, Mehmet
13
Bali, Turan G.
13
Gil-Alaña, Luis A.
13
Li, Yan
13
Ryu, Doojin
13
Shen, Dehua
13
Xuan Vinh Vo
13
Zaremba, Adam
13
Brooks, Robert
12
Faff, Robert W.
12
Floros, Christos
12
Kutan, Ali Mustafa
12
Liang, Chao
12
Narayan, Paresh Kumar
12
Yin, Libo
12
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11
Todorova, Neda
11
Wei, Yu
11
Wu, Chongfeng
11
Wu, Chunchi
11
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11
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10
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Energy economics
6
Finance research letters
4
Applied economics
2
Defence and peace economics
2
International review of financial analysis
2
Economic modelling
1
Economic research
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of commodity markets
1
Journal of emerging market finance
1
Journal of international financial markets, institutions & money
1
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1
Research in international business and finance
1
Review of economic and business studies
1
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ECONIS (ZBW)
29
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1
On the dynamic transmission of mean and volatility across the Arab stock markets
Bouri, Elie
;
Azzi, Georges
- In:
Journal of emerging market finance
13
(
2014
)
3
,
pp. 279-304
Persistent link: https://www.econbiz.de/10010492029
Saved in:
2
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
3
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Marfatia, …
- In:
Defence and peace economics
30
(
2019
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012200540
Saved in:
4
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie
;
Lien, Da-hsiang Donald
;
Roubaud, David
; …
- In:
Finance research letters
27
(
2018
),
pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Saved in:
5
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
6
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
7
An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange
Bouri, Elie
- In:
Review of economic and business studies
4
(
2011
)
2
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009736555
Saved in:
8
From climate risk to the returns and volatility of energy assets and green bonds : a predictability analysis under various conditions
Bouri, Elie
;
Rognone, Lavinia
;
Sokhanvar, Amin
;
Wang, …
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014475855
Saved in:
9
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
Saved in:
10
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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